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~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
4,167
Statistische Verteilung
4,167
Theorie
2,145
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2,145
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723
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723
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667
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579
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577
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576
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576
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538
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Lucas, André
5
Bollerslev, Tim
4
Günay, Samet
4
Liang, Fang
4
Maheu, John M.
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Wu, Xinyu
4
Zhang, Jin E.
4
Andersen, Torben
3
Benth, Fred Espen
3
Caporin, Massimiliano
3
Carr, Peter
3
Catania, Leopoldo
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Christoffersen, Peter F.
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Corradi, Valentina
3
Fabozzi, Frank J.
3
Gong, Xiao-Li
3
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3
Huang, Zhuo
3
Jacobs, Kris
3
Kiani, Khurshid M.
3
Kim, Sol
3
Kim, Young Shin
3
Lee, Geul
3
Madan, Dilip B.
3
Mozumder, Sharif
3
Oosterlee, Cornelis Willebrordus
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Polak, Pawel
3
Santucci de Magistris, Paolo
3
Todorov, Viktor
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Wei, Yu
3
Xiong, Xiong
3
Xu, Dinghai
3
Zu, Yang
3
Ñíguez, Trino-Manuel
3
Aboura, Sofiane
2
Agarwalla, Sobhesh Kumar
2
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Journal of econometrics
34
International journal of theoretical and applied finance
16
Quantitative finance
14
Economic modelling
13
International journal of forecasting
13
Computational economics
12
Finance research letters
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
The journal of futures markets
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Pacific-Basin finance journal
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
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ECONIS (ZBW)
538
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51
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
52
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
53
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
54
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
55
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
56
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
57
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
58
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
59
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
60
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
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